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ndharaszCopilot
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Update numerai_tools/data.py
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
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numerai_tools/data.py

Lines changed: 3 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -122,11 +122,9 @@ def quantile_bin(
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# calculate quantile thresholds
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q = s.quantile(quantiles)
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# assign bins according to quantiles
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s.loc[s <= q[quantiles[0]]] = bins[0]
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for i in range(1, len(bins) - 1):
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s.loc[(s > q[quantiles[i - 1]]) & (s <= q[quantiles[i]])] = bins[i]
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s.loc[s >= q[quantiles[-1]]] = bins[-1]
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# assign bins according to quantiles using pd.cut for mutually exclusive bins
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bin_edges = [-np.inf] + [q[q_idx] for q_idx in quantiles] + [np.inf]
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s = pd.cut(s, bins=bin_edges, labels=bins, include_lowest=True).astype(float)
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binned[col] = s.astype(float)
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